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The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…
We study the problem of deinterleaving a set of finite-memory (Markov) processes over disjoint finite alphabets, which have been randomly interleaved by a finite-memory switch. The deinterleaver has access to a sample of the resulting…
A semi-Markov process method for obtaining general counting statistics for open quantum systems is extended to the scenario of resetting. The simultaneous presence of random resets and wave function collapses means that the quantum jump…
We develop a power series method for the nonequilibrium steady state of the inhomogeneous one-dimensional totally asymmetric simple exclusion process (TASEP) in contact with two particle reservoirs and with site-dependent hopping rates in…
The asymmetric simple exclusion process (ASEP) is a model for translation in protein synthesis and traffic flow; it can be defined as a Markov chain describing particles hopping on a one-dimensional lattice. In this article I give an…
In the asymmetric simple exclusion process on the integers each particle waits exponential time, then with probability p it moves one step to the right if the site is unoccupied, otherwise it stays put; and with probability q=1-p it moves…
We consider the $q$-totally asymmetric simple exclusion process ($q$-TASEP) in the stationary regime and study the fluctuation of the position of a particle. We first observe that the problem can be studied as a limiting case of an…
This paper compiles several aspects of the dynamics of stochastic approximation algorithms with Markov iterate-dependent noise when the iterates are not known to be stable beforehand. We achieve the same by extending the lock-in probability…
We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…
We consider a process in which there are two types of particles, A and B, on an infinite one-dimensional lattice. The particles hop to their adjacent sites, like the totally asymmetric exclusion process (ASEP), and have also the following…
The partially asymmetric exclusion process (PASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of $n$ sites. It is partially…
The inference of thermodynamic quantities from the description of an only partially accessible physical system is a central challenge in stochastic thermodynamics. A common approach is coarse-graining, which maps the dynamics of such a…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
We introduce a new interacting particle system on $\mathbb{Z}$, \emph{slowed $t$-TASEP}. It may be viewed as a $q$-TASEP with additional position-dependent slowing of jump rates depending on a parameter $t$, which leads to discrete and…
A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…
Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…